-44.4%
QXO vs UPST
-16.7%
-27.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | 0.0% | -3.4% |
| 7D | -3.9% | -8.1% | +4.2% | -2.4% |
| 30D | -17.4% | -14.3% | -3.1% | -15.1% |
| 3M | -22.5% | -16.6% | -5.9% | -19.8% |
| 6M | -41.4% | -7.3% | -34.1% | -40.7% |
| YTD | -34.1% | -40.8% | +6.7% | -29.3% |
| 1Y | -40.8% | -62.4% | +21.6% | -33.0% |
| All | -44.4% | -16.7% | -27.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling